Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 18.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 974'870 | 389'834 | 47'099 CHF | 23'244 CHF | 99.39% | 99.39% |
19.11.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 979'000 | 404'148 | 47'809 CHF | 24'118 CHF | 97.48% | 97.48% |
18.11.2024 | 14.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 786'413 | 401'753 | 50'748 CHF | 29'960 CHF | 99.27% | 99.27% |
15.11.2024 | 14.58% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 794'678 | 407'215 | 50'547 CHF | 29'985 CHF | 99.37% | 99.37% |
14.11.2024 | 16.08% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 882'770 | 433'334 | 50'516 CHF | 29'285 CHF | 99.37% | 99.37% |
13.11.2024 | 18.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'685 | 389'175 | 47'537 CHF | 22'744 CHF | 99.39% | 99.39% |
12.11.2024 | 19.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 988'541 | 333'423 | 45'331 CHF | 18'904 CHF | 99.10% | 99.10% |
11.11.2024 | 15.33% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 847'102 | 428'021 | 51'014 CHF | 30'066 CHF | 99.27% | 99.27% |
08.11.2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 982'120 | 449'225 | 48'911 CHF | 27'036 CHF | 99.38% | 99.38% |
07.11.2024 | 17.36% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 948'129 | 455'672 | 50'017 CHF | 28'731 CHF | 99.25% | 99.25% |